JohnLaw, could you please send it to me too,regards,

Hi wkrynicki check your PM...Best,MaTT

try BBA fx volRegards,MaTT

Does anyone has any info on this book: Quantitative Finance: Object-Oriented Approach in C++, Erik Schlogl, CRC Press 2005 Not yet publishedRegards,MaTT

Thank you, but I'm looking for this paper just because of curiosity - do you have a copy?Regards,MaTT

Hi, I'm looking for the following paper (in .pdf): Term-Structure Models Using Binomial Trees (Research Paper) by Gerald W. Buetow, Jr., CFA and James Sochacki Research Foundation Publication (2001) Please pm me.Regards,MaTT

Thanks Aaron,Regards,MaTT

<t>That's the problem, I was said that sometimes it could be that, ex. when coupon period is from Feb, 28th 2003 till Feb, 29th 2004 then dcf (for this period only!) will be equal exactly 1 regardless of the convention ACT/360. I'm trying to verify if it's possible to have such an exception or all t...

Hi all, Does anyone know why?/when?/where?/if? there exists a convention/rule for exactly one-year transaction to use in yield/interest (etc.) calculations DayCountFraction=1 regardless of the convention DCF_ACT/360 =365/360? Regards,MaTT

OK, now it's clear , thanks,MaTT

quantstudent19: thanks for the linkcpengtoh: what confuses me the most is the term "fudge" and its meaning... could you tell me some more about itThank you for your patience Regards,MaTT

Thanks guys.. cpengtoh, are you aware of any other (than Lipton's) article - I'm trying to understand this "method", but definitely need more detailed explanations/examples ?Regards,MaTT

Hi, it's quite an old thread , but anyway, does anyone know a paper which Anthony was reffering to?I'm trying to understand the way SuperDerivatives works.... any kind of info and help highly appreciated..Regards,MaTT

I'm using Acrobat Reader 6.0 and it looks OK,Regards,MaTT

Related: Svoboda's thesisRegards,MaTT